-22.6%
CLSK vs NVTS
-16.8%
-5.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.5% | +5.8% |
| 7D | +7.7% | -1.4% | +9.2% | +8.2% |
| 30D | +12.2% | -16.5% | +28.7% | +17.2% |
| 3M | -15.5% | -47.6% | +32.2% | -2.6% |
| 6M | +39.3% | +7.3% | +32.1% | +28.9% |
| YTD | +35.1% | +62.9% | -27.8% | +12.8% |
| 1Y | +34.0% | +91.3% | -57.3% | +7.3% |
| 3Y | +226.3% | +43.4% | +182.8% | +152.0% |
| All | -22.6% | -16.8% | -5.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling